fuser

Fused Lasso for High-Dimensional Regression over Groups

Enables high-dimensional penalized regression across heterogeneous
subgroups. Fusion penalties are used to share information about the linear
parameters across subgroups. The underlying model is described
in detail in Dondelinger and Mukherjee (2017) .

Fused lasso for high-dimensional regression over groups. This package implements the model described in Dondelinger et al. (2016).